+1,657.8%
PWR vs FSLY
-20.0%
+1,677.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +19.1% | +11.8% | +7.3% | +18.0% |
| 30D | -12.0% | -36.5% | +24.5% | -8.9% |
| 3M | -10.6% | -39.7% | +29.2% | -7.6% |
| 6M | -20.8% | -9.7% | -11.2% | -21.3% |
| YTD | +43.7% | +68.9% | -25.1% | +30.7% |
| 1Y | +35.0% | +44.5% | -9.5% | +24.4% |
| 3Y | +249.4% | +4.8% | +244.6% | +214.7% |
| 5Y | +422.1% | -66.0% | +488.1% | +370.9% |
| All | +1,657.8% | -20.0% | +1,677.9% | +1,226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling